Sommaire du Fascicule no. 1

Law of large numbers for superdiffusions : the non-ergodic case
Sparsity in penalized empirical risk minimization
Spectral gap and convex concentration inequalities for birth-death processes
One-dimensional finite range random walk in random medium and invariant measure equation
Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection
Trends to equilibrium in total variation distance
Une condition asymptotique pour le calcul de constantes de Sobolev logarithmiques sur la droite
Trees and asymptotic expansions for fractional stochastic differential equations
Copolymer at selective interfaces and pinning potentials : weak coupling limits
On the left tail asymptotics for the limit law of supercritical Galton-Watson processes in the Böttcher case
Changing the branching mechanism of a continuous state branching process using immigration
A log-Sobolev type inequality for free entropy of two projections
Multiclass Hammersley-Aldous-Diaconis process and multiclass-customer queues
Poisson matching

Sommaire du Fascicule no. 2

Random walk on a building of type à r and brownian motion of the Weyl chamber
A two-scale approach to logarithmic Sobolev inequalities and the hydrodynamic limit
Adaptive goodness-of-fit testing from indirect observations
Almost sure functional central limit theorem for ballistic random walk in random environment
Brownian penalisations related to excursion lengths, VII
Moderate deviations for stationary sequences of bounded random variables
Some properties of superprocesses under a stochastic flow
Dynamical sensitivity of the infinite cluster in critical percolation
Random walk local time approximated by a brownian sheet combined with an independent brownian motion
On the regularity of stochastic currents, fractional brownian motion and applications to a turbulence model
Large deviations for voter model occupation times in two dimensions

Sommaire du Fascicule no. 3

Poisson convergence for the largest eigenvalues of heavy tailed random matrices
Stochastic domination for iterated convolutions and catalytic majorization
Large deviations for Riesz potentials of additive processes
Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
Quenched limits for transient, ballistic, sub-gaussian one-dimensional random walk in random environment
Pointwise ergodic theorems with rate and application to the CLT for Markov chains
Convex entropy decay via the Bochner-Bakry-Emery approach
A recursion formula for the moments of the gaussian orthogonal ensemble
Large deviations for partition functions of directed polymers in an IID field
Branching brownian motion with an inhomogeneous breeding potential
Upper bounds for minimal distances in the central limit theorem
Planar Lorentz process in a random scenery
Potential confinement property of the parabolic Anderson model
On unique extension of time changed reflecting brownian motions
Maximal brownian motions

Sommaire du Fascicule no. 4

Hydrodynamic limit for a particle system with degenerate rates
Superposition rules and stochastic Lie-Scheffers systems
A probabilistic ergodic decomposition result
Degenerate stochastic differential equations for catalytic branching networks
Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix
On the small time asymptotics of the two-dimensional stochastic Navier-Stokes equations
Cavity method in the spherical SK model
Collision probabilities in the rarefaction fan of asymmetric exclusion processes
Quantitative recurrence in two-dimensional extended processes
Milstein's type schemes for fractional SDEs
Jump processes, L-harmonic functions, continuity estimates and the Feller property
Fractional multiplicative processes
The falling apart of the tagged fragment and the asymptotic disintegration of the brownian height fragmentation
Intermittency properties in a hyperbolic Anderson problem
Interlaced processes on the circle